NYMEX Natural Gas Future January 2012
Trading Metrics calculated at close of trading on 27-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
4.739 |
4.734 |
-0.005 |
-0.1% |
4.821 |
High |
4.768 |
4.755 |
-0.013 |
-0.3% |
4.942 |
Low |
4.700 |
4.691 |
-0.009 |
-0.2% |
4.697 |
Close |
4.750 |
4.748 |
-0.002 |
0.0% |
4.750 |
Range |
0.068 |
0.064 |
-0.004 |
-5.9% |
0.245 |
ATR |
0.112 |
0.109 |
-0.003 |
-3.1% |
0.000 |
Volume |
14,766 |
6,957 |
-7,809 |
-52.9% |
58,138 |
|
Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.923 |
4.900 |
4.783 |
|
R3 |
4.859 |
4.836 |
4.766 |
|
R2 |
4.795 |
4.795 |
4.760 |
|
R1 |
4.772 |
4.772 |
4.754 |
4.784 |
PP |
4.731 |
4.731 |
4.731 |
4.737 |
S1 |
4.708 |
4.708 |
4.742 |
4.720 |
S2 |
4.667 |
4.667 |
4.736 |
|
S3 |
4.603 |
4.644 |
4.730 |
|
S4 |
4.539 |
4.580 |
4.713 |
|
|
Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.531 |
5.386 |
4.885 |
|
R3 |
5.286 |
5.141 |
4.817 |
|
R2 |
5.041 |
5.041 |
4.795 |
|
R1 |
4.896 |
4.896 |
4.772 |
4.846 |
PP |
4.796 |
4.796 |
4.796 |
4.772 |
S1 |
4.651 |
4.651 |
4.728 |
4.601 |
S2 |
4.551 |
4.551 |
4.705 |
|
S3 |
4.306 |
4.406 |
4.683 |
|
S4 |
4.061 |
4.161 |
4.615 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.027 |
2.618 |
4.923 |
1.618 |
4.859 |
1.000 |
4.819 |
0.618 |
4.795 |
HIGH |
4.755 |
0.618 |
4.731 |
0.500 |
4.723 |
0.382 |
4.715 |
LOW |
4.691 |
0.618 |
4.651 |
1.000 |
4.627 |
1.618 |
4.587 |
2.618 |
4.523 |
4.250 |
4.419 |
|
|
Fisher Pivots for day following 27-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
4.740 |
4.775 |
PP |
4.731 |
4.766 |
S1 |
4.723 |
4.757 |
|